In the Financial Econometrics track of the Econometrics Master’s programme, you'll study the econometric techniques that have been developed for the analysis of financial markets. The programme teaches you about (multivariate) modelling of volatility, Value at Risk, and asset pricing. With an excellent teaching staff and a high regard for critical thought, you're sure to find challenging discussions, rewarding research and an overall unforgettable experience.

Familiarise yourself with the application of econometric techniques on empirical data;

interpret the results from a financial perspective;

become an expert in the complex mathematics of the financial economy.

One Master’s programme, four tracks

The Master’s in Econometrics offers you the option to choose one of four top-level academic specialisation tracks:

Rankings and reputation

The Amsterdam School of Economics (ASE) at the University of Amsterdam is an excellently ranked school with an international focus and highly rated researchers and lecturers. Read more about our rankings and reputation.

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